0.10Open0.15Pre Close6 Volume245 Open Interest92.50Strike Price45.00Turnover30.69%IV5.70%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0438Delta0.0329Gamma1751.20Leverage Ratio-0.0282Theta0.0004Rho76.77Eff Leverage0.0085Vega